-100.0%
VIVK vs VMC
+47.2%
-147.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.1% | +2.3% |
| 7D | -9.5% | -3.7% | -5.8% | -8.4% |
| 30D | -35.1% | -12.8% | -22.4% | -32.1% |
| 3M | -93.4% | -7.9% | -85.4% | -93.2% |
| 6M | -98.0% | -7.5% | -90.5% | -97.9% |
| YTD | -97.9% | -11.6% | -86.2% | -97.7% |
| 1Y | -100.0% | -14.3% | -85.7% | -100.0% |
| 3Y | -100.0% | +18.5% | -118.5% | -100.0% |
| 5Y | -100.0% | +46.8% | -146.8% | -100.0% |
| All | -100.0% | +47.2% | -147.2% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded VMC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling